+608.6%
DG vs UEC
+155.5%
+453.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.0% | +0.6% | -3.5% | -3.1% |
| 30D | +8.6% | -18.1% | +26.7% | +9.6% |
| 3M | +15.0% | -36.9% | +51.9% | +17.5% |
| 6M | +32.7% | -56.1% | +88.8% | +37.5% |
| YTD | +5.5% | -38.1% | +43.6% | +6.7% |
| 1Y | +34.6% | -41.7% | +76.3% | +36.3% |
| 3Y | +24.2% | +28.2% | -4.0% | +17.9% |
| 5Y | -32.3% | +31.7% | -63.9% | -37.8% |
| 10Y | +111.1% | +685.9% | -574.8% | +63.5% |
| All | +608.6% | +155.5% | +453.1% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling